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Methodology

Calculation Methods and Metrics

Every number Rising Gamma shows comes from a formula, a window of data and a set of assumptions. This page documents all three, module by module: what is computed, on which data, with which conventions, and how the output should be read.

Where the data itself comes from, and who we are, is on the about page.

24 modules documentedFormulas and conventionsOutput metrics glossary

Calculation Methods

Rising Gamma offers a suite of advanced tools designed to help you analyze financial markets from different perspectives. Some tools are available for free upon registration, while more advanced tools are available with a premium subscription. Open a module below to read how its output is computed.

Overall Standing

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Find Similar (Overall Standing)

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Option Pricing and Delta Finder

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Historical Volatility

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Delta Hedging Portfolio Manager

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Empirical Simulation

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Normal Simulation

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Cycle Analysis

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Option Back-test

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Recurring Investment Back-test

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ChronoQuery

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Markowitz Portfolio Optimization

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Fibonacci Analysis

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Days Analysis

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Burn-out Price

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Correlation & Cointegration

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Alpha & Beta Lab

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Discounted Cash Flow (DCF)

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COT Report

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Distribution Return Analysis

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Risk Indicator Builder

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Financial Planning Monte Carlo

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Strategy Robustness Monte Carlo

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Portfolio Methodology (Daily Rebalancing vs Buy & Hold)

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